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BERCX vs. HRCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BERCX vs. HRCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chartwell Mid Cap Value Fund (BERCX) and Carillon ClariVest Capital Appreciation Fund (HRCPX). The values are adjusted to include any dividend payments, if applicable.

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BERCX vs. HRCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BERCX
Chartwell Mid Cap Value Fund
-1.38%11.77%11.35%6.93%-11.61%27.30%-3.83%23.31%-10.92%16.98%
HRCPX
Carillon ClariVest Capital Appreciation Fund
-11.20%23.00%35.17%39.55%-29.18%30.55%28.89%31.50%-7.37%31.43%

Returns By Period

In the year-to-date period, BERCX achieves a -1.38% return, which is significantly higher than HRCPX's -11.20% return. Over the past 10 years, BERCX has underperformed HRCPX with an annualized return of 8.17%, while HRCPX has yielded a comparatively higher 15.16% annualized return.


BERCX

1D
-0.90%
1M
-11.09%
YTD
-1.38%
6M
4.15%
1Y
12.24%
3Y*
9.03%
5Y*
5.94%
10Y*
8.17%

HRCPX

1D
-0.68%
1M
-8.04%
YTD
-11.20%
6M
-8.42%
1Y
20.54%
3Y*
22.12%
5Y*
12.91%
10Y*
15.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BERCX vs. HRCPX - Expense Ratio Comparison

BERCX has a 0.90% expense ratio, which is lower than HRCPX's 1.00% expense ratio.


Return for Risk

BERCX vs. HRCPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BERCX
BERCX Risk / Return Rank: 2727
Overall Rank
BERCX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BERCX Sortino Ratio Rank: 2828
Sortino Ratio Rank
BERCX Omega Ratio Rank: 2525
Omega Ratio Rank
BERCX Calmar Ratio Rank: 2929
Calmar Ratio Rank
BERCX Martin Ratio Rank: 2828
Martin Ratio Rank

HRCPX
HRCPX Risk / Return Rank: 5353
Overall Rank
HRCPX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
HRCPX Sortino Ratio Rank: 5656
Sortino Ratio Rank
HRCPX Omega Ratio Rank: 5353
Omega Ratio Rank
HRCPX Calmar Ratio Rank: 5757
Calmar Ratio Rank
HRCPX Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BERCX vs. HRCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chartwell Mid Cap Value Fund (BERCX) and Carillon ClariVest Capital Appreciation Fund (HRCPX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BERCXHRCPXDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.94

-0.29

Sortino ratio

Return per unit of downside risk

1.06

1.47

-0.41

Omega ratio

Gain probability vs. loss probability

1.14

1.21

-0.07

Calmar ratio

Return relative to maximum drawdown

0.84

1.32

-0.48

Martin ratio

Return relative to average drawdown

3.00

4.75

-1.75

BERCX vs. HRCPX - Sharpe Ratio Comparison

The current BERCX Sharpe Ratio is 0.65, which is lower than the HRCPX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of BERCX and HRCPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BERCXHRCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.94

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.61

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.72

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.57

-0.20

Correlation

The correlation between BERCX and HRCPX is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BERCX vs. HRCPX - Dividend Comparison

BERCX's dividend yield for the trailing twelve months is around 12.89%, more than HRCPX's 4.63% yield.


TTM20252024202320222021202020192018201720162015
BERCX
Chartwell Mid Cap Value Fund
12.89%12.71%13.39%3.20%1.12%0.60%1.12%2.08%8.03%23.00%3.32%0.92%
HRCPX
Carillon ClariVest Capital Appreciation Fund
4.63%4.11%12.74%11.75%21.31%6.96%15.23%1.57%10.41%6.44%6.36%15.16%

Drawdowns

BERCX vs. HRCPX - Drawdown Comparison

The maximum BERCX drawdown since its inception was -52.71%, smaller than the maximum HRCPX drawdown of -56.83%. Use the drawdown chart below to compare losses from any high point for BERCX and HRCPX.


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Drawdown Indicators


BERCXHRCPXDifference

Max Drawdown

Largest peak-to-trough decline

-52.71%

-56.83%

+4.12%

Max Drawdown (1Y)

Largest decline over 1 year

-13.20%

-13.43%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-22.04%

-31.75%

+9.71%

Max Drawdown (10Y)

Largest decline over 10 years

-42.41%

-31.85%

-10.56%

Current Drawdown

Current decline from peak

-11.23%

-13.43%

+2.20%

Average Drawdown

Average peak-to-trough decline

-7.56%

-9.19%

+1.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.70%

3.75%

-0.05%

Volatility

BERCX vs. HRCPX - Volatility Comparison

Chartwell Mid Cap Value Fund (BERCX) has a higher volatility of 5.71% compared to Carillon ClariVest Capital Appreciation Fund (HRCPX) at 5.26%. This indicates that BERCX's price experiences larger fluctuations and is considered to be riskier than HRCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BERCXHRCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

5.26%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

12.01%

11.96%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

20.25%

22.24%

-1.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.15%

21.39%

-4.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.18%

21.12%

-1.94%